I have just begun playing with LaTeX. As in, just this week. I'm using texworks and following tutorials and reading docs. With that highly limited experience as a disclaimer, it appears that the texlive_texmf-* OpenBSD packages are what you want. I installed both -minimal and -full, and the -buildset package installed as a dependency of texlive_base.

All of the OpenBSD TeX Live packages are installed on my system so that doesn't seem to be the problem. I found tlmgr.pl in /usr/local/share/texmf/scripts/texlive but it doesn't work and I suspect it isn't intended to be used on OpenBSD.

Just to keep things moving forward, my current solution is to download packages manually and unzip them into $HOME/texmf/. It seems to work well enough.

I haven't yet needed any texlive packages not included with the OpenBSD packages. Incidentally, Edd Barret and Stuart Henderson were just discussing texmf updates on ports@, and I thought the conversation might interest you even though it does not address this particular issue. http://marc.info/?t=139173375900003&r=1&w=2

I would like to install some TeX packages from CTAN but the print/texlive port doesn't seem to install a usable tlmgr or texlua. Do any OpenBSD TeX users have a recipe for doing this?

Tlmgr is disabled intentionally on OpenBSD. LuaTeX engine works like a champ but of course it is not default as per TeXLive default TeX engine is pdfTeX. The same goes for classical Knuth's engine, e-TeX engine as well as XeTeX. There was some talk of separating ConTeXt macros from TeXLive packages. I would swear that I saw separate port of ConTeXt TeX macros but I can't locate right now. OpenBSD uses by default in the current snapshot (epsilon close to OpenBSD 5.5 release) TeXLive 2013 which is current stable release of TeXLive. If you need something newer than that you must be a TeX package developer and you know what you are doing so I do not see any problems installing those packages directly from CTAN.

The only fancy thing which you can't use right now on OpenBSD (at least not easily) is PythonTeX. If you convince my employer to let me hack on PythonTeX or pay my wages for a week you will see the port.

Incidentally, Edd Barret and Stuart Henderson were just discussing texmf updates on ports@, and I thought the conversation might interest you even though it does not address this particular issue. http://marc.info/?t=139173375900003&r=1&w=2

I subscribe to the mailing lists and I did notice that. I find the culture there more interesting than the technical bits that occasionally surface. Well, "interesting" might be a misleading term. It's a bit difficult to stomach at times. Reading the OpenBSD mailing lists might be something like studying the character of diseases, personality disorders, and a seemingly pervasive madness. Watching it is almost surreal, and occasionally grotesque.